My top five favorite females are:
Holo from Spice and Wolf - Perfect example of a mature female acting childish because it's in her nature and she pretty much has to because she isn't human. Since she's traveling with a human who she's slowly becoming interested in, she has to act like she's not interested. She's a pretty complex character for someone who isn't human and she's always amusing to watch.
Sora Naegino from Kaleido Star - Pretty much reminds me of Sakura from CCS the way she tries hard, has lots of motivation, and she's very determined. I think Sakura is a better character because she's much younger and yet she develops so fast, but I personally like Sora more because she gets pushed around a lot more. When she goes to America, right off the bat, she isn't welcomed by the other performers, but she earns their respect by working hard. Plus, no matter what difficulties she faces, she gets back up and she doesn't hold a grudge against anyone which is what I admire.
Natsuki Kuga from Mai Hime (including Natsuki Krueger from Mai Otome) - Kind of similar to Holo with her "I don't care" attitude, but she's also similar because she develops her own barrier to block others out. She's gone through emotional times when she was a kid, so she chose to be a bad*** even though it's not like she's acting like one. She just naturally is one.
Megumi Noda from Nodame Cantabile - How can you not hate her? Even though she's clingy and seemingly annoying because of her questionable love for Chiaki, she is a comedy relief character who you can't be mad at for long. Not to mention, she's talented yet she wants to do what she wants. Plus, she loves a guy who gets a lot of attention from the ladies and yet she doesn't get overly jealous about it. When she does get jealous, it's funny, but not annoying because she doesn't really hold a grudge. But she does hate it when people mess with her food.
Fumika Mikawa from Shigofumi - This is a very complicated character from a very mind boggling anime. This is actually a spoiler, so don't read on if you plan to watch. Fumika is actually split into two different girls (two personalities, technically) - one is dead and one is alive. The one I like the most is Mika who actually takes the blame for a lot of things. Fumi is the more angsty personality who I don't like as much, but you can't separate the two, so yeah.